Just Cause 2 Will Not Start (Using Steam)

I recently finished downloading Just Cause 2 on Steam and it will not start. I then verified the integrity of the game cache, and the game downloads a small file. I try to start the game, and it doesn't start. I verify the game cache again, and it downloads another file, and the game will not start....this happens over and over and over again. This is the fault that windows is giving me when it shuts down the application.

Fixed Problem With The Help Of Maldrasou (Thanks Mal)

Now that you are in the directX folder - click on the file DXSETUP.exe
This will re-install directX - It only takes like 3 minutes, and the game works perfect now.
This is assuming that your game installed in the same location as mine.
If not - then find the location where your game installed the DirectX file